Australian novelist Keneally ( Schindler's List ) knows a great deal about the American Southwest. In a leisurely ramble through Colorado, New Mexico, Arizona and Utah, he proves himself perfectly attuned to the spirit of place. He meditates on Mormon plural marriage, MX missiles, Navaho peyote religion, dinosaurs, Taos Pueblo dance ceremonies, mining towns and the mysterious disappearance of the Anasazi, ancestors of the modern Hopi and Pueblo. His engaging narrative seamlessly interweaves the doings of Butch Cassidy, Georgia O'Keeffe, D. H. Lawrence, Max Ernst (who lived for a time in Sedona, Ariz.) and illiterate Army general Kit Carson, who forced the Navaho into a concentration camp. Although Keneally felt ``immensity phobia'' at the Southwest's vast heights and spaces, his remarkable book celebrates pre-Columbian gods and spirits who still communicate with the faithful in a territory open to the infinite. (Feb.)